Anic Equity¶

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Total return since start: -0.007 %¶

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Equity now: -----------------------------> 30330.22 Kr¶

Max Equity ever reached: ------------> 31155.11 Kr¶

Portfolio value: --------------------------> 30268.22 Kr¶

PnL: ---------------------------------------> -277.85 Kr¶

DD now: ---------------------------------> -2.648 %¶

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'Warning New Max DD!!!'
'Max DD: --------------------------------------------> 2.648 %'

Max dd limit for shutdown: ------------->34 %¶

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Max portfolio DD since start: ----> -2.648 %¶

Updated:¶

'2022-01-10 09:26:46.887886'

Anic Portfolio¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Slitevind 72 6264.00 -15.78 -0.25 6279.780816
Nimbus Group 79 5826.25 -170.75 -2.85 5996.999968
Svenska Nyttobostäder 48 5040.00 -20.50 -0.41 5060.499984
Electra Gruppen 34 3121.20 244.57 8.5 2876.634498
Quartiers Properties 618 2929.32 199.22 7.3 2730.100284
Stenhus Fastigheter i Norden 54 1514.70 -98.56 -6.11 1613.264526
Humble Group 53 1409.80 -54.65 -3.73 1464.449996
FRISQ Holding 156 288.60 -121.08 -29.55 409.680024
Axolot Solutions Holding 389 383.55 -5.12 -1.32 388.666238
Xintela 157 391.72 21.41 5.78 370.309934
Acconeer 4 312.40 -48.80 -13.51 361.200000
VEF 59 325.68 -34.86 -9.67 360.540032
Bergs Timber B 66 330.00 -30.00 -8.33 359.999970
Josemaria Resources 34 370.60 12.60 3.52 358.000008
Heimstaden Pref 10 327.00 -9.00 -2.68 336.000000
C-RAD B 6 313.80 -15.80 -4.79 329.599998
QLife Holding 10 275.00 -52.85 -16.12 327.850000
Nilörngruppen B 4 320.00 -4.60 -1.42 324.600000
Swedencare 2 263.00 -47.40 -15.27 310.400000
Sedana Medical 3 261.60 -25.90 -9.01 287.499999
TOTAL 30268.22 -277.85 -2.64769% 30546.076275

Updated:¶

'2022-01-10 09:26:47.834151'
None

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶